+3,108.1%
BOKF vs SPY
+3,091.8%
+16.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | -5.0% | +0.1% | -5.1% | -5.1% |
| 3M | +6.7% | +2.0% | +4.7% | +4.7% |
| 6M | +6.6% | +13.0% | -6.4% | -3.7% |
| YTD | +17.0% | +13.5% | +3.5% | +5.2% |
| 1Y | +23.4% | +20.0% | +3.4% | +6.2% |
| 3Y | +71.2% | +77.2% | -6.0% | +8.0% |
| 5Y | +78.3% | +81.9% | -3.6% | +9.6% |
| 10Y | +151.1% | +314.1% | -163.0% | -12.1% |
| All | +3,108.1% | +3,091.8% | +16.3% | +751.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling